---
res:
bibo_abstract:
- In this paper, we present a method for reducing a regular, discrete-time Markov
chain (DTMC) to another DTMC with a given, typically much smaller number of states.
The cost of reduction is defined as the Kullback-Leibler divergence rate between
a projection of the original process through a partition function and a DTMC on
the correspondingly partitioned state space. Finding the reduced model with minimal
cost is computationally expensive, as it requires an exhaustive search among all
state space partitions, and an exact evaluation of the reduction cost for each
candidate partition. Our approach deals with the latter problem by minimizing
an upper bound on the reduction cost instead of minimizing the exact cost. The
proposed upper bound is easy to compute and it is tight if the original chain
is lumpable with respect to the partition. Then, we express the problem in the
form of information bottleneck optimization, and propose using the agglomerative
information bottleneck algorithm for searching a suboptimal partition greedily,
rather than exhaustively. The theory is illustrated with examples and one application
scenario in the context of modeling bio-molecular interactions.@eng
bibo_authorlist:
- foaf_Person:
foaf_givenName: Bernhard
foaf_name: Geiger, Bernhard
foaf_surname: Geiger
- foaf_Person:
foaf_givenName: Tatjana
foaf_name: Petrov, Tatjana
foaf_surname: Petrov
foaf_workInfoHomepage: http://www.librecat.org/personId=3D5811FC-F248-11E8-B48F-1D18A9856A87
orcid: 0000-0002-9041-0905
- foaf_Person:
foaf_givenName: Gernot
foaf_name: Kubin, Gernot
foaf_surname: Kubin
- foaf_Person:
foaf_givenName: Heinz
foaf_name: Koeppl, Heinz
foaf_surname: Koeppl
bibo_doi: 10.1109/TAC.2014.2364971
bibo_issue: '4'
bibo_volume: 60
dct_date: 2015^xs_gYear
dct_isPartOf:
- http://id.crossref.org/issn/0018-9286
dct_language: eng
dct_publisher: IEEE@
dct_title: Optimal Kullback-Leibler aggregation via information bottleneck@
...